We don't really do much. Usually we just leave the outside lights on and hang up a little "Happy Halloween" sign on the door, to let the neighborhood kids know that we're home and trick-or-treater friendly.
Last year we didn't do anything. We were a little busy closing on our new house.
This year, we are planning a Halloween party, so we are planning to do a bit more decoration-wise... haven't decided what, though.